-15.3%
LBRT vs CNI
+84.4%
-99.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | +9.2% | +2.5% | +6.7% | +7.0% |
| 30D | -27.5% | +6.1% | -33.6% | -31.7% |
| 3M | -37.9% | +0.1% | -38.0% | -38.6% |
| 6M | -60.7% | +14.9% | -75.6% | -66.3% |
| YTD | -28.5% | +30.9% | -59.4% | -47.1% |
| 1Y | -13.2% | +33.9% | -47.1% | -37.3% |
| 3Y | -28.8% | +20.2% | -49.0% | -44.2% |
| 5Y | +28.0% | +8.2% | +19.8% | +9.5% |
| All | -15.3% | +84.4% | -99.8% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling